About this document
I Built A Regime-Based Portfolio Strategy Using Python - and Put Sector Rotation To The Test - by Ayushman Pranav - Mar, 2026 - DataDrivenInvestor by jacek.inne is a document available to read on EtoBox.
The document discusses the development and testing of a regime-based portfolio strategy using Python, focusing on sector rotation in the Indian stock market. It employs a Hidden Markov Model to analyze 10 years of data, revealing that sector leadership shifts over time and that the model can dynamically allocate capital based on detected market regimes. The findings suggest that sector rotation can enhance portfolio performance compared to a static allocation approach.
- Author
- jacek.inne
- Language
- EN